-62.4%
OUST vs EFV
+156.3%
-218.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.9% |
| 7D | +5.2% | +1.5% | +3.7% | +2.8% |
| 30D | -19.3% | +1.7% | -21.0% | -21.4% |
| 3M | -22.6% | +8.6% | -31.3% | -31.7% |
| 6M | +62.8% | +11.7% | +51.1% | +39.6% |
| YTD | +68.3% | +19.3% | +49.1% | +30.1% |
| 1Y | +28.5% | +30.2% | -1.7% | -12.7% |
| 3Y | +554.0% | +91.6% | +462.5% | +157.0% |
| 5Y | -56.2% | +96.4% | -152.6% | -84.0% |
| All | -62.4% | +156.3% | -218.8% | -86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EFV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling